He was on Letterman last night and not in character, which might not be unprecedented but is pretty rare. At 3:43 mark, he talks a lot about Arkansas and the "2,000 rather drunk good old boys baying for blood" at fake Fort Smith and Texarkana cage matches.
UPDATE: Gerard Matthews uncovers more on the cage matches, courtesy of Cinema Blend and a Bruno website
. Apparently, the anecdote Cohen shares on "The Late Show" happened in Texarkana, where things got so out of hand the crew couldn't get any usable footage. So they dipped up to Fort Smith.
Overnight, they moved the entire operation several hours to the north to Fort Smith, Arkansas. Once there, the Brüno team was contacted by the Fort Smith police about what happened in Texarkana; these officers were reluctant to cover the event. As police were the only security certified to man the convention center, the production thought they were out of luck. Fortunately, the producers met with the chief of police and several other officers to secure the clearance needed. They left the meeting armed with a list of city ordinances that were stricter than the Arkansas state rules. Lessons learned, for the Fort Smith event, the team made sure there were no glass bottles that could be used as projectiles, and they wired chairs together so fans couldn’t pick them up and lob them into the ring.
Seconds after the kiss, attendees became furious. Soon after, one member of the crowd unwired a chair and threw it at Baron Cohen’s head. At that point, it was a near riot and the performers were rushed from the premises. Audience members and other fighters alike were screaming epithets and surrounding the bus and the field team. It ended after a stand off that lasted many hours, with 40 police officers from the Fort Smith division helping to rescue the cast and crew and quell the angry mob.